I won't get any CPF contributions in my pay, how can I properly invest my first salary to equal or better the returns of CPF in order to pay for a house, have more passive income and retire in future?

I think you should contribute to CPF for two reasons

1) tax reductions

2) 2.5 % guaranteed interest in OA if you transfer to Sa thats 4 %

the money can be used for buying a house later too if you keep in OA. That's a better idea if you don't have immediate investment plans

Save the same amount intended for CPF contributions to a fixed savings account, create your own "CPF contribution" first.

6 months down the road, the money will thank you :)